+3.2%
CMCSA vs CHRW
+128.5%
-125.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -0.6% | +4.7% | -5.3% | -1.8% |
| 30D | +18.8% | -2.6% | +21.4% | +19.2% |
| 3M | -1.1% | -8.0% | +6.9% | +0.3% |
| 6M | +2.5% | -19.0% | +21.5% | +6.2% |
| YTD | -6.7% | -15.5% | +8.7% | -5.8% |
| 1Y | 0.0% | -10.8% | +10.8% | -0.6% |
| 3Y | -28.9% | +79.8% | -108.7% | -45.3% |
| 5Y | -41.1% | +59.3% | -100.4% | -54.2% |
| All | +3.2% | +128.5% | -125.3% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling